The missile hit Kyiv just as he finished a live report on Wednesday night.
In the footage, which has since been shared by CBS News, the presenter can be heard asking his crew: “What the hell was that?... It was almost like lightning, there was this big flash.”
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Moments later, an even bigger explosion rocked Kyiv with D’Agata going off camera. He can be heard commenting: “That was close.”
He was not live at the time of the recording but had just wrapped a report on the ongoing conflict in Ukraine.
He tweeted: “Two of the largest explosions I’ve ever experienced just went off in Kyiv”
Ukraine’s President Volodymyr Zelensky, who has not left Kyiv, has released a new video and said there had been no let up in Russia’s shelling of cities since midnight.